On improved Choi–Goldfarb solution-containing ellipsoids in linear programming

On improved Choi–Goldfarb solution-containing ellipsoids in linear programming

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Article ID: iaor2006352
Country: Netherlands
Volume: 27
Issue: 1
Start Page Number: 29
End Page Number: 37
Publication Date: Aug 2000
Journal: Operations Research Letters
Authors:
Abstract:

Ellipsoids that contain all optimal primal solutions, those that contain all optimal dual slack solutions, and primal–dual ellipsoids are derived. They are independent of the algorithm used and have a smaller size than the Choi–Goldfarb ellipsoids.

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